Recurrent formulae and the Bellman principle in the Monte Carlo method (Q4697720)

From MaRDI portal





scientific article; zbMATH DE number 749436
Language Label Description Also known as
English
Recurrent formulae and the Bellman principle in the Monte Carlo method
scientific article; zbMATH DE number 749436

    Statements

    Recurrent formulae and the Bellman principle in the Monte Carlo method (English)
    0 references
    8 May 1995
    0 references
    collision estimate
    0 references
    Monte Carlo method
    0 references
    nonlinear integral equations
    0 references
    Bellman principle
    0 references
    global estimation
    0 references
    embedding theorems
    0 references

    Identifiers